+86.1%
USO vs DG
+99.2%
-13.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.3% | +6.9% | +5.6% |
| 7D | +11.5% | -6.3% | +17.8% | +11.5% |
| 30D | +24.1% | +2.4% | +21.7% | +24.1% |
| 3M | +17.9% | +12.4% | +5.5% | +17.8% |
| 6M | +49.6% | -14.9% | +64.5% | +50.3% |
| YTD | +129.0% | -6.1% | +135.1% | +129.1% |
| 1Y | +112.0% | +17.9% | +94.1% | +110.2% |
| 3Y | +102.3% | +3.1% | +99.1% | +99.8% |
| 5Y | +224.5% | -38.7% | +263.2% | +232.4% |
| All | +86.1% | +99.2% | -13.1% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling